+4,196.3%
LLY vs DKS
+6,749.1%
-2,552.7%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.9% | -0.6% | +3.7% |
| 7D | +0.1% | +3.8% | -3.8% | -0.4% |
| 30D | +19.7% | +8.1% | +11.7% | +18.5% |
| 3M | +19.3% | -28.6% | +47.9% | +23.2% |
| 6M | +49.3% | -33.6% | +82.9% | +55.4% |
| YTD | +32.0% | -23.8% | +55.8% | +34.7% |
| 1Y | +53.7% | -30.7% | +84.5% | +58.6% |
| 3Y | +143.7% | +41.5% | +102.2% | +125.6% |
| 5Y | +463.9% | +23.0% | +440.9% | +416.0% |
| 10Y | +2,006.3% | +236.0% | +1,770.4% | +1,464.4% |
| All | +4,196.3% | +6,749.1% | -2,552.7% | +2,478.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DKS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling